You know why? Let me explain. Because when you are in right standing with God, there is nothing in between you an his presence, Psalms 16:7. No dark clouds, no deceptive thoughts, no cares are worries, for great salvation Christ hath wrought. True righteousness believes the report of the Lord. And that pleases our God, Hebrews 11:6. So upon you is poured, the oil of joy, the oil of gladness. This strips away the affects of the curse which include sorrow and sadness.
Hebrews 1:9
Thou hast loved righteousness, and hated iniquity; therefore God, even thy God, hath anointed thee with the oil of gladness above thy fellows
Psalms 45:7 NIV
You love righteousness and hate wickedness; therefore God, your God, has set you above your companions by anointing you with the oil of joy